That's an Apache message, not a PHP one. If it was a PHP message, it would look something like:
Warning: function() has been disabled for security reasons. in /path/to/script.ext on line n
"Method Not Allowed" is an Apache 405 status message, saying that the filetype doesn't allow, for example, the GET or POST method. In other words, the filetype Tijmen is using is not set up to execute as a PHP script.
Tihmin, if your host definitely allows PHP access, and it's available for your account, try renaming the file to .php3 (or .php if you're currently using .php3). If that doesn't work, you'll need to contact them and ask them the appropriate filename; or get them to turn it on.
adam